Geodesic
Statistical Modelling: Application to the financial sector
Discussiones Mathematicae. Probability and Statistics, Tome 31 (2011) no. 1-2, pp. 103-119.

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Our research is centred on the stochastic structure of matched open populations, subjected to periodical reclassifications. These populations are divided into sub-populations. In our application we considered two populations of customers of a bank: with and without account manager. Two or more of such population are matched when there is a 1-1 correspondence between their sub-populations and the elements of one of them can go to another, if and only if the same occurs with elements from the corresponding sub-populations of the other. So we have inputs and outputs of elements in the population and along with several sub-populations in which the elements can be placed. It is thus natural to use Markov chains to model these populations.
Keywords: populations with periodic reclassification, likelihood ratio tests, Markov chains, isomorphism 
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Roçadas, Cláudia; Oliveira, Teresa; Mexia, João. Statistical Modelling: Application to the financial sector. Discussiones Mathematicae. Probability and Statistics, Tome 31 (2011) no. 1-2, pp. 103-119. http://geodesic.mathdoc.fr/item/DMPS_2011_31_1-2_a7/

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[2] J.R. Norris, R. Gill, B.D. Ripley and S. Ross, Markov Chains (Cambridge Series in Statistical Probabilistic Mathematics, 1998).

[3] N.E. Stewart and T.G. Kurtz, Markov Processes (New York, John Wiley, 1986).

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[5] M. Fonseca, J.T. Mexia and R. Zmyślony, Estimação de components de variância em modelos lineares com OBS (XIV Congresso da SPE, Covilhã, Portugal, 2006).